Technically Coal wasn’t risking his life, like he said, he’s dead already. I think the point that he’s really trying to get across is that if a person WANTS to live instead of blindly accepting their fate, then you should do everything you can to help them. Just my take on it, but I could be wrong.

Aww… at first I want to be angry with Coal about treating her like an object, which is understandable when put into context, but then he goes all “she wanted to live” on me, and I can’t help but want to pat his head.
From what I understand, he felt the need to save her because he himself must have wanted help when he was dying? Which makes me wonder how exactly he died…

Um… I feel like Loki’s saying, “Well, why did you feel you had to be all Mr. Hero, Coal?” Maybe he thinks Coal shouldn’t feel any emotion, or the need to save anyone/care about others, since he’s dead. I just feel like Loki’s oddly negative about it when I read the conversation. *shrugs*